首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Comparison of powers for the sphericity tests using both the asymptotic distribution and the bootstrap
Authors:YM Chan  MS Srivastava
Institution:University of Toronto , Toronto, Ontario, Canada
Abstract:The asymptotic distributions of two tests for sphericity:the locally most powerful invariant test and the likelihood ratio test are derived under the general alternaties ∑?σ2 I. The powers of these two tests are then compared when the data are from a trivariate normal population. The bootstrap method is also used to obtain the powers and the powers obtained by this method agree with those from the asymptotic distributions.
Keywords:bootstrap method  Edgeworth expansion  sphericity tests  power funetion
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号